%0 Journal Article %1 Cassese2006 %A Cassese, Gianluca %A Guidolin, Massimo %D 2006 %J International Review of Financial Analysis %K Implied volatility %N 2 %P 145--178 %T Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options %U http://www.sciencedirect.com/science/article/B6W4W-4HK5P14-1/1/3c33835605d99f91585ca7f1f76965cc %V 15

@article{Cassese2006, added-at = {2008-04-29T08:06:25.000+0200}, author = {Cassese, Gianluca and Guidolin, Massimo}, biburl = {https://www.bibsonomy.org/bibtex/275c340eb2a2e91d820be998905e40d07/smicha}, interhash = {752f151042e37c40fb53bd782ff93cd6}, intrahash = {75c340eb2a2e91d820be998905e40d07}, journal = {International Review of Financial Analysis}, keywords = {Implied volatility}, number = 2, pages = {145--178}, timestamp = {2008-04-29T08:08:07.000+0200}, title = {Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options}, url = {http://www.sciencedirect.com/science/article/B6W4W-4HK5P14-1/1/3c33835605d99f91585ca7f1f76965cc}, volume = 15, year = 2006 }